The RATS Software Forum

Close, something like the attached.

Is there a way to insert charts directly into the output window rather than a separate window? Would be easier for students if they can have the code, output, and charts all in the same output file automatically like in R.

Attached.

Working on an example of what happens when you model a nonstationary series as trend stationary. Running this code: boxjenk(constant,ar=1,ma=1,define=gdpmodel,regressors,maxl) lgdp startdate enddate #trend This is the output: Box-Jenkins - Estimation by ML Gauss-Newton Convergence in 16 Iterations. ...

Ahh...MA model errors are correlated, but this assumes iid errors?

Could you explain this? bootstrap/[nobootstrap] BOOTSTRAP draws shocks over the forecast period randomly with replacement from the residuals associated with the equation or regression being forecast. Because this is a simple shuffling of the residuals, it would not be completely appropriate for a mo...

Yes, that is easier way to illustrate. Thank you.

I run this code: nonlin b0 b1 frml etrend = b0*exp(b1*trend) nlls(frml=etrend) ces7072200001 startdate enddate resids3 and I would like to forecast ces7072200001. How do I convert the results of NLLS to an equation that I can use with FORECAST? I know I can redefine the regression as: linreg log(ces...

Duh...yeah, of course it is. Thank you.

For this code" boxjenk(....,define=bjeq) compute MAroots=%polycxroots(%eqnlagpoly(bjeq,%mvgavge)) compute ARroots=%polycxroots(%eqnlagpoly(bjeq,the dependent variable)) How does it deal with changing the start end dates? In other words, in the ARroots, the dependent variable is required. But wo...

I am trying to work with this code: ALL 200 * COMPUTE ALPHA = 0.1 COMPUTE BETAPI = 1.75 COMPUTE GAMMA = 0.3 COMPUTE RSTAR = 2.0 COMPUTE THETA = (1/(1+ALPHA*GAMMA*(BETAPI-1))) COMPUTE PISTAR = 2.0 SET EXPECTEDPI = 2.0 SET PIZLB 1 200 = ((BETAPI-1)/BETAPI)*PISTAR-(RSTAR/BETAPI) SET YSTAR = LOG(16374.2...

Ok. Thank you for the update! Also, this footnote: 4. X-12-ARIMA is seasonal adjustment software developed by the United States Census Bureau. See the Census's "FAQ on Seasonal Adjustment" for a general overview of seasonal adjustment. The three standard tests (in X-12 ARIMA's table D8 A) ...

Tom:

Thank you. So is this:

https://ec.europa.eu/eurostat/sa-elearn ... ality-test

not interpreting the tests properly or are these different tests?

Thank you,

Tim

just want to make sure I am interpreting the tests within the x11 procedure correctly. It is my understanding that the null hypothesis in the stable and moving seasonality tests is "no season effects" are present. So if we have data with season effects, we should be rejecting the null, suc...

Thank you. My prior workaround: LINREG(NOPRINT) HOUST1F * * #CONSTANT DISPLAY(STORE=LASTVALUE) %datelabel(%REGEND()) " values:" $ "\\" $ "\\1 unit =" ###.# HOUST1F(%REGEND()) $ "\\2-4 units =" ###.# HOUST2F(%REGEND()) $ "\\5 or more units =" ###.# HO...